26 August, 2023

BMLL Market Lens: US Liquidity Maps

BMLL Market Lens: US Liquidity Maps provide insight into the US equity markets with a view of the top 500 US stocks across the major trading and execution venues over a 13-month period.

22 September, 2023

BMLL FINRA Data

BMLL has added FINRA data to its US suite of venues which already includes all major Exchange Groups in the US. Our visualization tool, BMLL Vantage, allows you to break out the FINRA Data and easily navigate the depths of liquidity across the entire US spectrum.

21 September, 2023

BMLL Market Lens: European Liquidity Maps

BMLL Market Lens: European Liquidity Maps provides insight into the fragmentation of European equity markets via a view of all Cboe Europe All Companies index constituents across the major European trading and execution venues over a 12-month period.

7 September, 2023

Aggregated metrics to better understand the market

A selection of 7 aggregated metrics to better understand the market, including Volatility, TWA Spread, Quote to Trade, Mean Resting Time, Notional Liquidity Around BBO, Fill Probability and Auction Dislocation.

8 August, 2023

Granular tick data combined with cloud sharing allow for optimized execution analysis

Data is considered to be the new oil. In Capital Markets there is an increasing use of rich granular data to drive sophisticated execution analysis and point of execution, yet deeper levels of data haven’t been easy to obtain. FactSet recently partnered with BMLL to offer granular Level 2 content derived from Level 3 data.

1 August, 2023

Speaker Interview: Dr Elliot Banks, Chief Product Officer, BMLL talks with Quant Strats

An exclusive speaker interview with Dr Elliot Banks, Chief Product Officer, BMLL where he discusses the biggest challenges facing data scientists in 2023, the use of ChatGPT by quant funds and how funds can get new systematic strategies into production quickly.

2 June, 2023

BMLL Market Lens: The View from the Feed | Sector Metrics Edition

A selection of 7 aggregated metrics to better understand the market, including Volatility, TWA Spread, Quote to Trade, Mean Resting Time, Notional Liquidity Around BBO, Fill Probability and Auction Dislocation.

3 May, 2023

Do you know where your VWAP curve is? A glimpse of the shifting volume profiles in the US before and after the pandemic

During the lockdown period of the pandemic, from March 2020 to February 2022, Investors were more dependent on the morning trading hours, including the open and the hour following. In this article, we looked at the changing landscape of volume curves in the top 500 stocks by market capitalization in the US markets for three periods.

26 April, 2023

Data & Analytics: The building blocks for differentiation

In the recent Data & Analytics Race webinar moderated by The TRADE, we explored how historical data helps firms gain deeper insights across the trade lifecycle to deploy more sophisticated strategies and gain a trading advantage.

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